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Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
+6.61%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$48.9B
AUM Growth
-$15.5B
(-24%)
Cap. Flow
-$21.8B
Cap. Flow
% of AUM
-44.45%
Top 10 Holdings %
Top 10 Hldgs %
29.42%
Holding
3,383
New
558
Increased
557
Reduced
1,347
Closed
726
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P Regional Banking ETF
KRE
|
+$110M |
| 2 |
VanEck Gold Miners ETF
GDX
|
+$97.1M |
| 3 |
VanEck Semiconductor ETF
SMH
|
+$83.8M |
| 4 |
SPDR Gold Trust
GLD
|
+$79.7M |
| 5 |
iShares Russell 2000 ETF
IWM
|
+$73.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$517M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$490M |
| 3 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$159M |
| 4 |
Booking.com
BKNG
|
+$85.1M |
| 5 |
United Airlines
UAL
|
+$47.3M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 0.68% |
| 2 | Consumer Discretionary | 0.52% |
| 3 | Financials | 0.5% |
| 4 | Communication Services | 0.29% |
| 5 | Healthcare | 0.24% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
ANSS
726
PUT
DELISTED
Ansys
ANSS
| $6.46M | 0.01% |
19,400
+17,100
| +743% | +$4.82M |
|
727
Peabody Energy
BTU
$2.9B
| $6.44M | 0.01% |
251,515
-369,016
| -59% | -$9.8M |
|
728
Procter & Gamble
PG
$339B
| $6.44M | 0.01% |
+43,278
| New | +$6.19M |
|
729
PUT
Emerson Electric
EMR
$88.3B
| $6.43M | 0.01% |
73,800
-31,700
| -30% | -$2.77M |
|
730
Estee Lauder
EL
$32B
| $6.38M | 0.01% |
+25,882
| New | +$6.58M |
|
731
PUT
APA Corp
APA
$13.2B
| $6.34M | 0.01% |
175,800
-274,100
| -61% | -$11M |
|
732
CALL
Live Nation Entertainment
LYV
$42.1B
| $6.33M | 0.01% |
90,500
-139,700
| -61% | -$10.2M |
|
733
PUT
Royal Bank of Canada
RY
$293B
| $6.29M | 0.01% |
65,800
+20,800
| +46% | +$2.06M |
|
734
US Global Jets ETF
JETS
$800M
| $6.27M | 0.01% |
336,455
+45,598
| +16% | +$881K |
|
735
CALL
American Electric Power
AEP
$68.4B
| $6.26M | 0.01% |
68,800
-2,100
| -3% | -$192K |
|
736
Teva Pharmaceuticals
TEVA
$41.2B
| $6.25M | 0.01% |
706,134
-270,395
| -28% | -$2.67M |
|
|
737
PUT
Peabody Energy
BTU
$2.9B
| $6.24M | 0.01% |
243,700
-434,700
| -64% | -$11.5M |
|
738
PUT
Bank of Montreal
BMO
$127B
| $6.24M | 0.01% |
70,000
-80,000
| -53% | -$7.59M |
|
739
CALL
Keysight
KEYS
$58.3B
| $6.23M | 0.01% |
38,600
+35,600
| +1,187% | +$6.04M |
|
740
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.6B
| $6.23M | 0.01% |
82,500
-727,900
| -90% | -$54.5M |
|
741
Ares Capital
ARCC
$14.4B
| $6.21M | 0.01% |
+340,035
| New | +$6.43M |
|
742
CALL
Affirm
AFRM
$25.2B
| $6.21M | 0.01% |
551,200
+122,400
| +29% | +$1.54M |
|
743
PUT
Danaher
DHR
$144B
| $6.2M | 0.01% |
27,749
-37,337
| -57% | -$8.49M |
|
744
CALL
Waters Corp
WAT
$39.9B
| $6.19M | 0.01% |
+20,000
| New | +$6.47M |
|
745
PUT
JetBlue
JBLU
$2.29B
| $6.19M | 0.01% |
850,300
+17,600
| +2% | +$139K |
|
746
Norwegian Cruise Line
NCLH
$8.84B
| $6.18M | 0.01% |
459,532
-251,876
| -35% | -$3.77M |
|
747
CALL
CarMax
KMX
$8.26B
| $6.18M | 0.01% |
96,100
-21,400
| -18% | -$1.43M |
|
748
PUT
New Oriental
EDU
$8.98B
| $6.17M | 0.01% |
159,800
-382,800
| -71% | -$15.5M |
|
749
CALL
Huntington Bancshares
HBAN
$35.5B
| $6.16M | 0.01% |
550,300
+138,300
| +34% | +$1.92M |
|
750
CALL
Mondelez International
MDLZ
$79.9B
| $6.16M | 0.01% |
88,300
+79,400
| +892% | +$5.26M |
|
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HF
Parallax Volatility Advisers's Q1 2023 Portfolio in Review
As of Q1 2023, Parallax Volatility Advisers held 3,383 positions worth $48.9B, down 24% from $64.4B the previous quarter. Its ten largest holdings account for 29% of the portfolio.
Parallax Volatility Advisers withdrew a net $21.8B in Q1 2023, closing 726 positions and reducing 1,347 holdings. Its most notable exit was Caterpillar, an estimated $40.4M position sold in full.
By sector, the portfolio is most concentrated in Technology at 0.68% of assets, up from 0.62% a quarter earlier, followed by Consumer Discretionary and Financials.
Against the trend, Parallax Volatility Advisers opened a new position in Cigna worth $39.7M.
- Parallax Volatility Advisers's largest Q1 2023 buy was Cigna: 155,245 shares worth $39.7M.
- Parallax Volatility Advisers added most to State Street SPDR S&P Regional Banking ETF in Q1 2023, an estimated $110M increase.
- Parallax Volatility Advisers's biggest Q1 2023 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $517M.
- Parallax Volatility Advisers fully exited Caterpillar in Q1 2023, selling an estimated $40.4M.
- Parallax Volatility Advisers's ten largest holdings make up 29% of its $48.9B portfolio in Q1 2023.
- Parallax Volatility Advisers opened 558 new positions and closed 726 in Q1 2023.
- Parallax Volatility Advisers's portfolio value fell 24% quarter-over-quarter to $48.9B.
Based on Parallax Volatility Advisers's 13F filing for Q1 2023, filed 15 May 2023.